Hi all,
I have two questions about how I should run an event study. First, I have a staggered implementation of policy but do not know how I should run an event study. What I am doing is as follows:
1- I created an event variable which is equal to -3, -2, -1, 0 , 1,2,3,..
2- I run the following regression:
reg output ib0.event , r
event is my event variable from the first stage.
my question is whether my approach is correct or not. I would really appreciate it if someone can tell me how I can run an event study with lags and leads.
My second question is what happens if some states after a while cancel that policy. So some states change their status. I would really appreciate it if you can tell me how I should deal with it. Thank you very much for your time.
Best,
Mori
Related Posts with Event Study in Corporate Finance
Getting standard output of shell command into logI'd like to capture the output of shell commands in the Stata log. For example I tried: Code: log u…
Problems with Outreg2 for my dissertationHello, I am having some problems running my code in stata. The code is as follows: regress dependen…
help with egen commandI am trying to look at labor division by gender in a household. my data set has collected the member…
Issue with binary logistic regression results when a predictor has only one of the binary responses.I'm using binary logistic regression, and I have encountered a problem with a predictor which has al…
Lead variable in unbalanced panel dataHi All, I have annual data on the sales revenue of firms. I have the year variable as follows: year …
Subscribe to:
Post Comments (Atom)
0 Response to Event Study in Corporate Finance
Post a Comment